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where = (1 + ) and Cn is the nth Black-Scholes option price with the instantaneous variance rate 2 + 2 (n / t) and risk-free rate = r + ln(1 + )(n/t). r Another popular alternative model used in simulation is the constant elasticity of variance (CEV) diffusion model proposed by Cox and Ross.25 In the CEV model, the instantaneous volatility of the stock price (t, S) has the form S for some where 0 1. If = 1, the CEV model simpli es to the absolute diffusion model where the volatility is inversely proportional to the stock price. The CEV model captures the nancial leverage effect that occurs as rms have xed costs to pay regardless of their rm s operating performance.26 Volatility increases as the stock price decreases since the rm s xed costs do not change but operating performance may have declined, leading to more uncertainty about the rm s ability to pay these obligations. The CEV process, which can be simulated by Monte Carlo, is given by dS = Sdt + S1 dz (2.44)

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X and a window manager (X.org or XFree86.org + WM) You don t need a full-blown desktop environment to operate Linux from a GUI. The most basic, reasonable way of using Linux is to simply start the X Window System server and a window manager of your choice (there are dozens to choose from). Many advanced users go this route because it can offer more flexibility in how they set up their desktops. The truth is that most X applications run in any of the desktop environments just described (provided that proper libraries are included with your Linux distribution as noted earlier). So you can choose a Linux desktop based on the performance, customization tools, and controls that best suit you. Each of those three types of desktop environments is described in this chapter.

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Certain variables contain text values, and before these variables can be used within numeric analyses, a conversion from the text values to numeric values must take place. The value mapping (text-to-number) option provides tools to change each value of the selected variable into a speci c number, as shown in Fig. B.15. To use nominal variables within numeric analyses, the variables are usually converted into a series of dummy variables. Each dummy variable corresponds to speci c values for the nominal variable, where 1 indicates the presence of the value while a 0 indicates its absence. The Value mapping (dummy variables) tool can be applied to any variable containing text values, and it will automatically generate a series of variables, as shown in Fig. B.16. It should be noted that, when using dummy variables with certain analyses, such as linear regression or logistic

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Adding and deleting XAML namespaces............................................................................648 More About Flow Documents............................................................................................649 Adding Tables ..................................................................................................................650 Summary ..........................................................................................................................651

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The preceding list of communications services that can be provided by SIP should not leave the impression that SIP is a miracle protocol that can solve all communications problems [33]. As will be discussed in 6, SIP Overview, SIP is a very powerful, yet simple and general protocol for establishing interactive communication sessions across the Internet. SIP is a protocol for initiating, modifying, and terminating interactive sessions. This process involves the discovery of a user, wherever he or she may be located, so that a description of the session can be delivered to the user. There are quite a number of features and services that SIP was not designed to support, such as the following:

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